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Louis Filstroff

4 accepted papers

2024

Learning relevant contextual variables within Bayesian optimization

UAI 2024poster

Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating _contextual_ information regarding the environment, such as experimental conditions. However, the relevance of contextual variables is not necessarily k…

2023

Multi-Fidelity Bayesian Optimization with Unreliable Information Sources

AISTATS 2023poster

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective function into the optimization process, with the goal of converg…

2022

Approximate Bayesian Computation with Domain Expert in the Loop

ICML 2022spotlight

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of the statistics is crucial. This choice involves a trade-off…

2018

Closed-form Marginal Likelihood in Gamma-Poisson Matrix Factorization

ICML 2018oral

We present novel understandings of the Gamma-Poisson (GaP) model, a probabilistic matrix factorization model for count data. We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the estimation of the topic/dictionary matrix by maximum marginal likel…

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